This invention relates generally to a lamp shade construction and method of forming same. While other lamp shade constructions are known in the art, such constructions have been less than completely satisfactory. In order for such constructions to maintain sufficient rigidity, such constructions have required the use of steel rings located at the upper and lower edge of the lamp shade. Additionally, such constructions have required a considerable amount of hand labor. Furthermore, such constructions have been fairly limited in the scope of styling which they provided.